Installing statsmodels

The easiest way to install statsmodels is to install it as part of the Anaconda <https://docs.continuum.io/anaconda/>_ distribution, a cross-platform distribution for data analysis and scientific computing. This is the recommended installation method for most users.

Instructions for installing from PyPI, source or a development version are also provided.

Python Support

statsmodels supports Python 3.9, 3.10, 3.11, 3.12, and 3.13.

Anaconda

statsmodels is available through conda provided by Anaconda <https://www.anaconda.com/products/individual#Downloads>__. The latest release can be installed using:

.. code-block:: bash

conda install -c conda-forge statsmodels

PyPI (pip)

To obtain the latest released version of statsmodels using pip:

.. code-block:: bash

python -m pip install statsmodels

Follow this link to our PyPI page <https://pypi.org/project/statsmodels/>__ to directly download wheels or source.

For Windows users, unofficial recent binaries (wheels) are occasionally available here <https://www.lfd.uci.edu/~gohlke/pythonlibs/#statsmodels>__.

Obtaining the Source

We do not release very often but the main branch of our source code is usually fine for everyday use. You can get the latest source from our github repository <https://github.com/statsmodels/statsmodels>__. Or if you have git installed:

.. code-block:: bash

git clone git://github.com/statsmodels/statsmodels.git

If you want to keep up to date with the source on github just periodically do:

.. code-block:: bash

git pull

in the statsmodels directory.

Installation from Source

You will need a C compiler installed to build statsmodels. If you are building from the github source and not a source release, then you will also need Cython. You can follow the instructions below to get a C compiler setup for Windows.

If your system is already set up with pip, a compiler, and git, you can try:

.. code-block:: bash

python -m pip install git+https://github.com/statsmodels/statsmodels

If you do not have git installed or want to do the installation more manually, you can also type:

.. code-block:: bash

python -m pip install .

statsmodels can also be installed in develop mode which installs statsmodels into the current python environment in-place. The advantage of this is that edited modules will immediately be re-interpreted when the python interpreter restarts without having to re-install statsmodels.

.. code-block:: bash

python -m pip install -e .

It is usually recommended to use the --no-build-isolation to speed up the build process.

Compilers


Linux
^^^^^

If you are using Linux, we assume that you are savvy enough to install `gcc` on
your own. More than likely, it is already installed.

Windows
^^^^^^^

It is strongly recommended to use 64-bit Python if possible.

Getting the right compiler is especially confusing for Windows users. Over time,
Python has been built using a variety of different Windows C compilers.
`This guide <https://wiki.python.org/moin/WindowsCompilers>`_ should help
clarify which version of Python uses which compiler by default.

macOS
^^^

Installing statsmodels on macOS requires installing `gcc` which provides
a suitable C compiler. We recommend installing Xcode and the Command Line
Tools, which can be done through the following command:

.. code-block:: bash

    xcode-select --install

Dependencies
------------

The current minimum dependencies are:

* `Python <https://www.python.org>`__ >= 3.9
* `NumPy <https://www.scipy.org/>`__ >= 1.22.3
* `SciPy <https://www.scipy.org/>`__ >= 1.8
* `Pandas <https://pandas.pydata.org/>`__ >= 1.4
* `Patsy <https://patsy.readthedocs.io/en/latest/>`__ >= 0.5.6

Cython is required to build from a git checkout but not to run or install from PyPI:

* `Cython <https://cython.org/>`__ >= 3.0.10 is required to build the code from
  github but not from a source distribution.

Given the long release cycle, statsmodels follows a loose time-based policy for
dependencies: minimal dependencies are lagged about one and a half to two
years. Our next planned update of minimum versions is expected in the first
half of 2020.

Optional Dependencies
---------------------

* `cvxopt <https://cvxopt.org/>`__ is required for regularized fitting of
  some models.
* `Matplotlib <https://matplotlib.org/>`__ >= 3 is needed for plotting
  functions and running many of the examples.
* If installed, `X-12-ARIMA <https://www.census.gov/srd/www/x13as/>`__ or
  `X-13ARIMA-SEATS <https://www.census.gov/srd/www/x13as/>`__ can be used
  for time-series analysis.
* `pytest <https://docs.pytest.org/en/latest/>`__ is required to run
  the test suite.
* `IPython <https://ipython.org>`__ >= 6.0 is required to build the
  docs locally or to use the notebooks.
* `joblib <https://joblib.readthedocs.io/>`__ >= 1.0can be used to accelerate distributed
  estimation for certain models.
* `jupyter <https://jupyter.org/>`__ is needed to run the notebooks.

The optional dependencies can be installed along with `statsmodels` by modifying
the installation command:

.. code-block:: bash

    python -m pip install statsmodels[extras]

where ``<extras>`` is a comma-separated list of extras to install (``build``,
``develop``, ``docs``).